11th August 2003 - Dirichlet Processes
Iain will present on Dirichlet Processes.
I'm still reading, so far I recommend the boxed paper and the others are in order of reading preference.
Markov Chain Sampling Methods for Dirichlet Process Mixture Models, Radford M. Neal, Technical Report No. 9815, Dept. of Statistics, University of Toronto (September 1998).
The Infinite Gaussian Mixture Model, Carl Edward Rasmussen, Advances in Neural Information Processing Systems 12, S.A. Solla, T.K. Leen and K.-R. Muller (eds.), pp. 554-560, MIT Press (2000).
A couple of pages from a draft of David's book on a Dirichlet process model of word statistics.
Hierarchical Priors and Mixture Models, With Application in Regression and Density Estimation, 1994. Mike West, Peter Muller, Michael D. Escobar
The following two are for the keen student. They have a lot of measure theory (yuck).
A Bayesian Analysis of Some Nonparametric Problems, Thomas S. Ferguson, The Annals of Statistics, Vol. 1, No. 2. (Mar., 1973), pp. 209-230. If you have the necessary rights, you can get this from JSTOR.
Ferguson Distributions Via Polya Urn Schemes, David Blackwell and James B. MacQueen, The Annals of Statistics, Vol. 1, No. 2. (Mar., 1973), pp. 353-355. get this from JSTOR.